Results 51 to 60 of about 331,520 (189)

A Fourier transform method for nonparametric estimation of multivariate volatility

, 2009
We provide a nonparametric method for the computation of instantaneous multivariate volatility for continuous semi-martingales, which is based on Fourier analysis.
Malliavin, Paul, Mancino, Maria Elvira
core   +1 more source

Selected Statistical Tests for Median and Their Properties

Acta Universitatis Lodziensis. Folia Oeconomica, 2017
In the paper, a selection of statistical tests for median are presented. In particular, parametric and nonparametric significance tests are considered.
Dorota Pekasiewicz, Agata Szczukocka
doaj   +1 more source

Conjugate Projective Limits [PDF]

, 2011
We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential
Orbanz, Peter
core  

State price density estimation via nonparametric mixtures

, 2009
We consider nonparametric estimation of the state price density encapsulated in option prices. Unlike usual density estimation problems, we only observe option prices and their corresponding strike prices rather than samples from the state price density.
Yuan, Ming
core   +1 more source

ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS [PDF]

, 2013
Some recently developed nonparametric specification tests for regression models are described in a unified way. The common characteristic of these tests is that they are consistent against any alternative hypothesis.
Chesborough HW, Chesbrough H, Chesbrough HW, Chesbrough HW, Department for Business, Enterprise and Regulatory Reform, Department of Enterprise, Trade and Investment, Department of Enterprise, Trade and Investment, Dunning JH, European Commission, Hewitt-Dundas N, Iansiti M, Jarzabkowski P, Monteny F   +12 more
core   +1 more source

Differentially Private Nonparametric Hypothesis Testing

, 2019
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable.
Bray, Andrew, Couch, Simon, Groce, Adam, Kazan, Zeki, Shi, Kaiyan   +4 more
core   +1 more source

Nonparametric statistical analysis of system resilience migration and application for electric distribution structures

Resilient Cities and Structures
This paper proposes a set of nonparametric statistical tools for analyzing the system resilience of civil structures and infrastructure and its migration upon changes in critical system parameters.
ZhiQiang Chen, Prativa Sharma
doaj   +1 more source

Convex Optimization in R

Journal of Statistical Software, 2014
Convex optimization now plays an essential role in many facets of statistics. We briefly survey some recent developments and describe some implementations of these methods in R .
Roger Koenker, Ivan Mizera
doaj   +1 more source

Co-clustering separately exchangeable network data

, 2014
This article establishes the performance of stochastic blockmodels in addressing the co-clustering problem of partitioning a binary array into subsets, assuming only that the data are generated by a nonparametric process satisfying the condition of ...
Choi, David, Wolfe, Patrick J.
core   +1 more source

The fused Kolmogorov filter: A nonparametric model-free screening method [PDF]

, 2015
A new model-free screening method called the fused Kolmogorov filter is proposed for high-dimensional data analysis. This new method is fully nonparametric and can work with many types of covariates and response variables, including continuous, discrete ...
Mai, Qing, Zou, Hui
core   +1 more source